Hierarchical clustering with optimal transport

Optimal Transport (OT) distances result in a powerful technique to compare the probability distributions. Defining a similarity measure between clusters has been an open problem in Statistics. This paper introduces a hierarchical clustering algorithm using the OT based distance measures and analyzes the performance of the proposed algorithm on standard datasets with respect to the existing and popular hierarchical clustering methods. (C) 2020 Elsevier B.V. All rights reserved.